Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 613,828 | 335,457 | 50,622 CHF | 31,306 CHF | 100.00% | 100.00% |
20/11/2024 | 10.80% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 585,673 | 309,814 | 51,335 CHF | 30,326 CHF | 100.00% | 100.00% |
19/11/2024 | 9.38% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 497,921 | 480,407 | 50,645 CHF | 53,904 CHF | 99.89% | 99.89% |
18/11/2024 | 10.31% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 556,800 | 350,064 | 51,218 CHF | 36,133 CHF | 99.88% | 99.88% |
15/11/2024 | 12.06% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 650,563 | 334,309 | 50,699 CHF | 29,379 CHF | 100.00% | 100.00% |
14/11/2024 | 10.47% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 560,320 | 392,808 | 50,698 CHF | 40,488 CHF | 99.98% | 99.98% |
13/11/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 479,209 | 476,355 | 50,596 CHF | 55,086 CHF | 100.00% | 100.00% |
12/11/2024 | 10.27% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 556,186 | 347,154 | 51,390 CHF | 35,929 CHF | 99.69% | 99.69% |
11/11/2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 713,584 | 369,292 | 50,607 CHF | 29,884 CHF | 99.87% | 99.87% |
08/11/2024 | 12.02% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 647,557 | 333,935 | 50,656 CHF | 29,449 CHF | 100.00% | 100.00% |